Lingjie Ma

Clinical Professor

Department of Finance

Contact

UH 2110

601 S. Morgan St., Chicago, IL 60607

“Negative Price of Oil: What Really Happened and What Can We Learn?” Lead article and Editor’s choice, The Journal of Derivatives, Vol. 29, Issue 3, 9-29, Spring 2022.
“Special Items and Stock Returns,” Journal of Investing, Volume 30, Issue 5, August 2021
“Portfolio Construction,” Chapter 4 in the textbook Trading and Money Management, 2nd ed., Academic Press, 2020
“Quantitative Investing: from Theory to Industry,” monograph, Springer, September 2020
“Quantile Regression,” book in Chinese, published by Shanghai Finance and Economic University Press, 2013
“ Is Gold Overpriced?” The Journal of Investing, Spring Issue, 2013
“Return Forecasting by Quantile Regression,” with Larry Pohlman, The Journal of Investing, Volume 19, Issue 4, 2010
“Return Forecast and Portfolio Construction: A Distributional View,” with Larry Pohlman, The European Journal of Finance, Volume 14, Issue 5, 2008
“Quantile Regression Methods for Recursive Structural Equation Models,” with Roger Koenker, Journal of Econometrics, October 2006

Director of Research, Quantamental Investments, BMO Global Asset Management, 2009-2015

Group Head of Research, Deutsche Asset Management, 2007-2009

Senior Portfolio Manager, Northern Trust Global Investments, 2006-2007

Portfolio Manager, PanAgora Asset Management, 2003-2006

Ph.D., Economics, University of Illinois at Urbana-Champaign, 2004
M.S., Applied Statistics, University of Illinois at Urbana-Champaign, 2003

Academic and Industry

Fitzwilliam College, University of Cambridge, 2021
Chicago Trading Show: Annual Conference, 2014, 2015, 2020
CFA Society: Boston/Quebec/Ottawa, 2012, 2013, 2014
Global Resource Investments, Shanghai, 2013
Quantitative Work Alliance for Applied Finance, Education, and Wisdom (QWAFAFEW), New York City/Boston/Chicago, 2004-2019
Econometrica Society World Congress, London, 2004
Georgetown University, Ohio State University, and Fannie Mae, 2003